Riccati type operator equation and Furuta's question

Extended Matrix Pencils for the Delta-Operator Riccati Equation

Modern optimal control techniques such as H2 and H1 control rely on the solution of algebraic Riccati equations for controller synthesis. Reliable numerical techniques for numerical computation of the solution of these equations have been proposed using eigenvector or Schur decompositions of Hamiltonian matrices for continuous-time algebraic Riccati equations (CARE), or symplectic matrices for ...

On the existence of solutions to the operator Riccati equation and the tan Θ theorem

Let A and C be self-adjoint operators such that the spectrum of A lies in a gap of the spectrum of C and let d > 0 be the distance between the spectra of A and C . We prove that under these assumptions the sharp value of the constant c in the condition ‖B‖ < cd implying the solvability of the operator Riccati equation XA−CX+XBX = B∗ is equal to √ 2. We also prove an extension of the Davis-Kahan...

Existence and Uniqueness of Solutions to the Operator Riccati Equation. a Geometric Approach

We introduce a new concept of unbounded solutions to the operator Riccati equation A1X − XA0 − XV X + V ∗ = 0 and give a complete description of its solutions associated with the spectral graph subspaces of the block operator matrix B = ( A0 V V ∗ A1 ) . We also provide a new characterization of the set of all contractive solutions under the assumption that the Riccati equation has a contractiv...

A Riccati Equation for Stochastic

In this note we report on a new kind of algebraic Ric-cati equation which we encountered when studying an H 1 type problem of disturbance attenuation for stochastic linear systems. The same equation occurs in the analysis of stability radii of linear systems with both deterministic and stochastic uncertainties. The associated linear matrix inequality is also considered.

Riccati equation, Factorization Method and Shape Invariance